+61.6%
AG vs TECK
+377.7%
-316.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | -6.7% | -3.8% | -2.9% | -5.2% |
| 30D | +2.2% | +0.7% | +1.4% | +1.8% |
| 3M | +15.7% | +4.6% | +11.1% | +13.6% |
| 6M | -23.8% | +25.1% | -48.9% | -29.7% |
| YTD | +17.6% | +39.2% | -21.5% | +4.6% |
| 1Y | +88.6% | +60.3% | +28.3% | +58.9% |
| 3Y | +253.4% | +62.9% | +190.5% | +195.3% |
| 5Y | +62.4% | +181.5% | -119.0% | +11.3% |
| All | +61.6% | +377.7% | -316.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling